+68.7%
JNJ vs MSTU
-87.7%
+156.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.2% |
| 7D | -3.5% | -16.6% | +13.1% | -3.8% |
| 30D | +2.3% | +69.7% | -67.4% | +3.5% |
| 3M | +12.0% | -7.5% | +19.5% | +12.5% |
| 6M | +10.5% | -43.1% | +53.6% | +10.5% |
| YTD | +30.4% | -63.0% | +93.4% | +30.3% |
| 1Y | +52.1% | -93.8% | +145.9% | +48.5% |
| All | +68.7% | -87.7% | +156.4% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling